A structured secant quasi-Newton method (qEFS) for smoothing parameter selection in general smooth models that approximates the Hessian and is easier to implement than exact second-order methods.
A generalized Fellner-Schall method for smoothing parameter optimization with application to Tweedie location, scale and shape models
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Structured Secant Methods to Select Smoothing Parameters For General Smooth Models
A structured secant quasi-Newton method (qEFS) for smoothing parameter selection in general smooth models that approximates the Hessian and is easier to implement than exact second-order methods.